Conventional Confidence Intervals for Points on Spectrum have Confidence Level Zero

DOI10.1111/1468-0262.00039zbMath1056.62534OpenAlexW2157614818MaRDI QIDQ4530945

Jon Faust

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00039

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and spectral analysis (62M15)

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